+329.9%
MS vs VEA
+149.5%
+180.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +0.1% |
| 7D | -1.6% | -2.2% | +0.7% | +2.0% |
| 30D | -3.8% | -3.4% | -0.4% | +1.6% |
| 3M | -14.6% | -5.6% | -9.0% | -6.6% |
| 6M | -5.1% | -3.4% | -1.6% | -0.2% |
| YTD | +4.5% | +9.7% | -5.2% | -10.9% |
| 1Y | +13.5% | +15.4% | -1.8% | -10.5% |
| 3Y | +160.4% | +68.5% | +91.9% | +11.8% |
| 5Y | +112.9% | +49.6% | +63.2% | +9.1% |
| 10Y | +633.4% | +154.3% | +479.1% | +62.5% |
| All | +329.9% | +149.5% | +180.4% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VEA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling